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2006.56: Cache Efficient Bidiagonalization Using BLAS 2.5 Operators

2006.56: G. W. Howell, J. W. Demmel, C. T. Fulton, S. Hammarling and K. Marmol (2006) Cache Efficient Bidiagonalization Using BLAS 2.5 Operators.

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Abstract

On cache based computer architectures using current standard algorithms, Householder bidiagonalization requires a significant portion of the execution time for computing matrix singular values and vectors In this paper we reorganize the sequence of operations for Householder bidiagonalization of a general m × n matrix, so that two (_GEMV) vector-matrix multiplications can be done with one pass of the unreduced trailing part of the matrix through cache. Two new BLAS 2.5 operations approximately cut in half the transfer of data from main memory to cache. We give detailed algorithm descriptions and compare timings with the current LAPACK bidiagonalization algorithm.

Item Type:MIMS Preprint
Subjects:MSC 2000 > 65 Numerical analysis
MIMS number:2006.56
Deposited By:Sven Hammarling
Deposited On:07 April 2006

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